The Foxes eased to a 3-1 victory at the Swansea.Com Stadium as Sheehan suffered only his second home defeat in all competitions since he took charge in February.
A win for the Swans would have seen them move into the top six after nine games, but two stunning strikes from Jordan James and Abdul Fatawu sent the visitors on their way to a deserved win.
“I don’t want us to be known as a nearly team,” said Sheehan, who team have dropped to 11th place in the Championship table, three points outside the play-off places.
“For about 75 to 80 minutes of the game we were well in it, but it is a 90-minute game”
“When you turn the ball over against these (Leicester), we leave ourselves vulnerable to transitions,”
“If you paused the match at 75 minutes, you wouldn’t be sure who would go on to win the game, so we have to go for the whole period.”
“I don’t want be a nearly team, I really don’t. I know they have come down from the Premier League and I know most of their players have been in the Premier League and played there and have aspirations of going back there.
“And I’m sure they have got a massive chance with the squad alone.
“But when they come to our stadium, like every game, we want to be competitive.
“Ultimately there are large amounts of that game I feel quite positive about and it’s hard to be critical of the players because application, desire, togetherness, the fans getting behind us for large amounts of the game.
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“But it’s just maybe that small bit of quality that they showed when they bend two into the top corner.”
Leicester City snapped their run of draws with an eye-catching performance to reignite their Championship promotion credentials.
The Foxes made the perfect start when James unleashed a fierce strike that flew past Lawrence Vigouroux to give Marti Cifuentes’ side an early advantage.
Swansea responded after the interval as Adam Idah coolly slotted home a penalty to level the contest and lift hopes of a comeback for the hosts.
But Leicester soon regained control thanks to Fatawu, who produced a moment of pure quality — curling a superb shot into the top corner from long range.
The Ghanaian winger almost added a spectacular second moments later, rattling the crossbar with an outrageous attempt from nearly 50 yards.
With the home side’s resistance fading, Jannik Vestergaard sealed the result, heading in after Swansea failed to clear a Luke Thomas free-kick.
The victory — Leicester’s first since late August — moves them up to third in the Championship table, ending a run of four consecutive draws.
For Swansea, it was a rare home setback under Alan Sheehan, marking only their second defeat at the Swansea.com Stadium since he took charge in February.
Swansea’s early season schedule has been packed to the rafters with their Carabao Cup exploits only adding minutes into the players’ legs.
But Sheehan was quick to dismiss claims that it has impacted his players:
“I’m not going to hide behind tiredness today,” he admitted. “We have a capable squad and players in good form.”
In front of his watching Wales boss Craig Bellamy, James’s goal was the kind of effort Bellamy would be more than happy to see the young midfielder repeat in the Wembley friendly against England on Thursday.
James moved to Leicester on loan from French club, Rennes at the start of this season.
“I’ve known him for a while” Leicester manager Marti Cifuentes said heaping praise on James.
“I knew him from the time he played with Birmingham before he moved to France and my time at QPR.
“I was impressed because he was a very young player performing really well in a difficult season for Birmingham.
“We felt that definitely was a very interesting profile for what we were looking for - a number eight, a player with capacity to both play in the base and the pocket, the capacity to get into the box and score goals.
“The important thing is that he's improving every week. We're going to try to help him as much as we can to develop all his potential, and he's definitely a very important player for us.”
New six-million-pound man Idah had given the Swansea plenty of hope when nhe stepped up and sent Jakub Stolarczyk the wrong way, netting his first for the club.
“It looked like a penalty,” Sheehan said.
“He comes on and assists the winner in the week, and he comes on and scores today. Obviously we’re delighted. We are really happy he got his first goal.”
With 13 minutes left, Leicester retook the lead as Fatawu cut inside from 25 yards out, and like his predecessor James, fired into the top corner.
Fatawu would have the most audacious attempt of the lot, as two minutes after finding the top corner, his shot from the halfway line hit the Swans’ crossbar.
“I’d be lying if I said we’ve been practicing that.” Cifuentes said.
And the follow up from Patson Daka forced Vigouroux into a reflex save.
The visitors would wrap the game up with five minutes to go as a free kick wasn’t cleared by Swansea, the ball eventually found the head of Vestergaard who doubled Leicester’s advantage.
